+281.1%
CG vs XME
+138.2%
+142.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +11.2% | -6.1% | +17.3% | +14.5% |
| 3M | -22.1% | -18.6% | -3.5% | -14.1% |
| 6M | -17.9% | -23.9% | +6.0% | -7.3% |
| YTD | -31.3% | -9.3% | -22.0% | -30.0% |
| 1Y | -24.0% | +1.8% | -25.7% | -27.1% |
| 3Y | +45.0% | +93.0% | -48.0% | +0.6% |
| 5Y | -22.6% | +107.0% | -129.6% | -48.3% |
| 10Y | +282.1% | +266.9% | +15.2% | +81.6% |
| All | +281.1% | +138.2% | +142.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling